Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-28 0.416133 0.461534 0.512226 0.573502 0.646224 0.730620 0.837239
2025-10-05 0.372245 0.432016 0.503562 0.597112 0.718716 0.875220 1.098622
2025-10-12 0.351434 0.422981 0.513651 0.640472 0.819456 1.073856 1.485966
2025-10-19 0.317076 0.390953 0.488252 0.630910 0.844679 1.172580 1.761987
2025-10-26 0.293672 0.369690 0.473222 0.631552 0.882339 1.296429 2.124860
2025-11-02 0.268667 0.343270 0.447366 0.611596 0.882929 1.357782 2.396789
2025-11-09 0.244121 0.315153 0.415970 0.578603 0.855690 1.362271 2.551662
2025-11-16 0.229884 0.300412 0.402555 0.571794 0.871222 1.449683 2.940669
2025-11-23 0.225216 0.298968 0.408623 0.596859 0.947412 1.679443 3.851758
2025-11-30 0.215266 0.288838 0.400217 0.596218 0.974921 1.813056 4.598548
2025-12-07 0.204317 0.276409 0.387079 0.585651 0.980746 1.897911 5.263047
2025-12-14 0.194363 0.264864 0.374445 0.574527 0.983458 1.976270 5.995507
2025-12-21 0.184004 0.252592 0.360546 0.561210 0.982920 2.056866 6.916787
2025-12-28 0.181926 0.253148 0.367897 0.588516 1.077857 2.450018 10.414214
2026-01-04 0.182594 0.258071 0.383027 0.633104 1.225804 3.111162 19.293717
2026-01-11 0.174857 0.248768 0.372554 0.624624 1.239914 3.316224 25.490995
2026-01-18 0.169164 0.242500 0.366978 0.625659 1.279663 3.654030 38.386067
2026-01-25 0.161037 0.231727 0.352521 0.606142 1.259038 3.723167 47.432046
2026-02-01 0.151684 0.218491 0.332856 0.573643 1.196548 3.572720 48.190186
2026-02-08 0.146452 0.212012 0.325245 0.566948 1.207726 3.788628 70.629777
2026-02-15 0.145647 0.213008 0.331489 0.591711 1.318350 4.621877 242.417966
2026-02-22 0.141714 0.208395 0.326842 0.591083 1.350741 5.061156 765.679877
2026-03-01 0.136868 0.201976 0.318365 0.580652 1.349237 5.290642 2907.023755